Quant Analyst

Brevan Howard Asset Management is one of the leading absolute return/hedge fund managers, overseeing assets on behalf of institutional investors from around the world, including pension funds, endowments, insurance companies, government agencies, private banks, and fund of funds.

We have been in the market from 2002 and launched its flagship global macro strategy in April 2003. It currently manages over $30bn and engages predominantly in discretionary directional and relative value trading in fixed income and FX markets, as well as the recently launched BH Digital, a division within Brevan Howard to manage crypto and digital asset strategies.

The firm currently employs over 1,000 personnel worldwide, including over 300 investment professionals. This global presence gives Brevan Howard the ability to identify and source attractive investment opportunities, as well as investment management talent wherever they may be. Brevan Howard has won several industry awards for excellence in risk management, operational robustness, and investment performance.

The firm’s main hubs are in London, Jersey, Geneva, New York, Austin, Hong Kong, Singapore, and Abu Dhabi.

As a Quant Analyst you will be responsible for building out the Front-Office trading tools in the Commodities/Rates/Credit/Equity space. The successful applicant will join the Quantitative Engineering team and a group of functionally aligned development teams, working in a shared codebase to build best-in-class cloud-native solutions. 

ROLES AND RESPONSIBILITIES

• Work closely with the trading team in developing trading tools in the Commodities/Rates/Credit/Equity Space and support these tools during the trading activities.  
• Work with existing analytics libraries (C++) to expose pricing and risk functionality through Python/Excel.
• Design sampling and data infrastructure for scalability. Influence how data is structured and stored, to enable fast and seamless insights generation across one of the industry's largest extended workforce.
• Perform analyses, quantify impact of corrective actions implemented, understand the relationship between quality and other business metrics.
• Participate in cross-functional projects and initiatives as required.

KEY REQUIREMENTS

• 3+ years of strong experience in Python.
• 2+ years of quantitative experience in the Commodities/Rates/Credit/Equity space in the Institutional finance domain.
• Should have strong working knowledge of Excel 
• Basic understanding of working with VBA
• Prior experience in C++  is mandatory.
• Prior experience in working with existing code bases and flexibility around different programming languages is highly desirable.
• Excellent written and verbal communication skills
• Ability to effectively communicate and work cross-functionally.